-2.3%
FERG vs GWW
+31.2%
-33.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +1.9% |
| 7D | 0.0% | +1.4% | -1.4% | -0.7% |
| 30D | -10.2% | +3.3% | -13.5% | -11.5% |
| 3M | -0.6% | +2.9% | -3.5% | -2.1% |
| 6M | -6.5% | +15.8% | -22.3% | -13.6% |
| YTD | +4.2% | +32.0% | -27.9% | -9.7% |
| 1Y | -2.3% | +29.9% | -32.2% | -16.8% |
| All | -2.3% | +31.2% | -33.4% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GWW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling